+1,924.8%
SOXL vs MLM
+167.5%
+1,757.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.5% | +19.8% | +18.8% |
| 7D | -17.6% | -3.8% | -13.7% | -9.9% |
| 30D | -59.8% | +11.0% | -70.8% | -65.3% |
| 3M | -59.9% | -3.1% | -56.9% | -58.3% |
| 6M | -68.2% | -9.8% | -58.4% | -64.7% |
| YTD | +33.8% | -14.4% | +48.2% | +60.8% |
| 1Y | +34.7% | -12.6% | +47.3% | +58.3% |
| 3Y | +211.0% | +19.7% | +191.3% | +157.8% |
| 5Y | -8.6% | +29.8% | -38.3% | -17.1% |
| 10Y | +1,924.8% | +153.5% | +1,771.3% | +814.3% |
| All | +1,924.8% | +167.5% | +1,757.4% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling